Rb Global Stock Alpha and Beta Analysis
| RBA Stock | USD 97.81 2.47 2.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RB Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in RB Global over a specified time horizon. Remember, high RB Global's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to RB Global's market risk premium analysis include:
Beta 0.8 | Alpha 0.13 | Risk 1.49 | Sharpe Ratio 0.13 | Expected Return 0.2 |
RB Global Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
RBA |
RB Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RB Global market risk premium is the additional return an investor will receive from holding RB Global long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in RB Global. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate RB Global's performance over market.| α | 0.13 | β | 0.80 |
RB Global expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of RB Global's Buy-and-hold return. Our buy-and-hold chart shows how RB Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RB Global Market Price Analysis
Market price analysis indicators help investors to evaluate how RB Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RB Global shares will generate the highest return on investment. By understating and applying RB Global stock market price indicators, traders can identify RB Global position entry and exit signals to maximize returns.
RB Global Return and Market Media
The median price of RB Global for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 84.9 with a coefficient of variation of 5.19. The daily time series for the period is distributed with a sample standard deviation of 4.43, arithmetic mean of 85.36, and mean deviation of 3.27. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 09/03/2024 |
2 | Disposition of 17883 shares by James Kessler of RB Global at 41.84 subject to Rule 16b-3 | 09/09/2024 |
| RB Global dividend paid on 18th of September 2024 | 09/18/2024 |
4 | Disposition of 2700 shares by Darren Watt of RB Global at 80.62 subject to Rule 16b-3 | 09/19/2024 |
5 | Are Investors Undervaluing RB Global, Inc. By 38 | 09/26/2024 |
6 | RB Globals SWOT analysis stock soars on strong Q2, IAA integration success - Investing.com | 09/30/2024 |
7 | RB Global, Inc. Receives Increased Stake from Arlington Partners LLC | 10/22/2024 |
8 | RB Global Q3 2024 Earnings Preview | 11/07/2024 |
9 | Swiss National Bank Has 44.78 Million Holdings in RB Global, Inc. - MarketBeat | 11/21/2024 |
About RB Global Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including RBA or other stocks. Alpha measures the amount that position in RB Global has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0152 | 0.0173 | 0.0294 | 0.0262 | Price To Sales Ratio | 4.77 | 3.7 | 2.98 | 5.89 |
RB Global Upcoming Company Events
As portrayed in its financial statements, the presentation of RB Global's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, RB Global's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of RB Global's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of RB Global. Please utilize our Beneish M Score to check the likelihood of RB Global's management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with RB Global
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out RB Global Backtesting, RB Global Valuation, RB Global Correlation, RB Global Hype Analysis, RB Global Volatility, RB Global History and analyze RB Global Performance. For information on how to trade RBA Stock refer to our How to Trade RBA Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
RB Global technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.